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In office • London💼 Full-time🗓 2026-06-25

Core

Design, build, and validate models for market surveillance and analytics products, specifically creating market abuse metrics and detection algorithms.

Role type

Quantitative Developer (Financial Data & Algorithms)

Builds

Market abuse metrics, detection algorithms, and proprietary mathematical/statistical models for trade surveillance.

Domain

Financial services, market surveillance, quantitative finance

Deliverable

production ML models | product features

Required skills

C#, C++, Python, mathematical modeling, algorithm design, big data processing, derivatives knowledge (swaps, options, futures), risk sensitivities (Greeks)

Preferred skills

experience in fast-paced environments, willingness to experiment with new technologies

Technologies

in-house big data language, C#, C++, Python

Responsibilities

Develop pattern-detection algorithms for TradingHub's product offerings; research and develop models of market dynamics across multiple asset classes; prototype, test, and validate proprietary mathematical/statistical models; implement and optimize core algorithms for deep financial data analysis.

Seniority

Mid-level, hands-on IC

Rewrite
## About the role We are seeking a Quantitative Developer to help design, build, and validate the models that power our industry-leading market surveillance and analytics products. As part of our metrics division, you'll collaborate with a team of engineers and quants to create and deploy market abuse metrics and detection algorithms. The successful candidate will combine excellent mathematical skills with the proven ability to engineer high-quality software in a practical setting. ## Responsibilities - Development of sophisticated pattern-detection algorithms to be utilised across all of TradingHub's product offerings - Research and development of broad models of market dynamics across multiple asset classes - Prototyping, testing, and validation of TradingHub's proprietary mathematical/statistical models - Use of in-house big data language for the large-scale pricing and analysis of security and risk data - Implementation and optimisation of the core algorithms used by TradingHub to perform deep analysis of financial data ## Requirements - Proficiency with C#, C++ or Python - Evidence of exceptional mathematical and analytical skills - Initial industry experience working as a quant within a financial services organisation - Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. - Understanding of derivatives (e.g. swaps, options, futures) - Confidence to experiment with new ideas and technologies - Keen to work in a fast-paced environment ## What we offer - Annual discretionary performance bonus (permanent employees only) - Hybrid working policy - Office lunches twice a week - Private medical insurance + dental cover - Extended parental leave (up to 6 months of fully paid maternity leave) - 25 days annual leave + bank holidays - Enhanced company pension plan - 5 days study leave towards professional qualifications ## About the company Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk.
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